Architecture Overview

...

Hello World

The following provides short videos and code snippets demonstrating hello world level usage of the libraries.

• Time and sales

• Market depth

• Submitting orders

• Accessing graph data

time and sales

...

from trade29.sc.bridge import SCBridge

# create the bridge object
bridge = SCBridge()

# subscribe to time and sales data
bridge.time_and_sales_request('xx')

# get access to the response queue
messages = bridge.get_response_queue()

# go into a while loop, wait for messages and print them out

while True:
    msg = messages.get()
    print(msg.df)

 

market depth

Supports

• User defined x number of levels

• Update frequency

• Optional pulling/stacking data

• Optional mbo data

...

from trade29.sc.bridge import SCBridge

bridge = SCBridge()

bridge.market_depth_request('xx', update_frequency=5000, include_pulling_stacking=True, include_mbo=True)

messages = bridge.get_response_queue()

while True:
    msg = messages.get()
    print(msg.df)

order management

...

# placing a market order every 30 seconds

from trade29.sc.bridge import SCBridge
import time

bridge = SCBridge()

while True:

    print('placing order')
    bridge.submit_order('xx', is_buy=1, order_type=0, attach_orders_sc_trade_window=1)

    time.sleep(30)

get graph data

See here for more: https://trade29.atlassian.net/wiki/spaces/SCDX/pages/175767553

from trade29.sc.bridge import SCBridge

bridge = SCBridge()

request_id = bridge.graph_data_request(key='xx', base_data='1;4')

messages = bridge.get_response_queue()

while True:
    
    msg = messages.get()
    print(msg.df)
    

Support and Help

Email: support@trade29.com

Slack: TBDStart date: June 10th, 2023

End date: no firm date at this time. Current expectation is it will run for 6-8 weeks.

Cost: free

Prior knowledge and skills

To get the most of it, some level of Sierra Chart and Python experience is recommended.

That said, you do not need to be an expert python programmer to start using the tools.

It is intended to be accessible to python users that might be using python at various levels but don’t consider themselves professional/expert programmers so to speak. These might be hobby and professional trading strategy developers, data scientists, quants, etc. One of the objectives of the early access it to gauge how good of a job we are doing of this so we are happy to have users of all levels

Technical pre-requisites

• Windows - we do our testing on windows 11. Windows 10 should work just fine too

• Sierra Chart - version 2448 or higher

• Python 3.10 or higher - we develop and test with python 3.10

Registration

For online registration see here: https://trade29.com/cs/register/scpy/

For any questions, please email support@trade29.com